“The ARMA-APARCH-EVT Models Based on HAC in Dependence Modeling and Risk Assessment of a Financial Portfolio”.
European Journal of Pure and Applied Mathematics 14, no. 4 (November 10, 2021): 1467–1489. Accessed February 14, 2025.
https://www.ejpam.com/index.php/ejpam/article/view/4114.